+229.7%
WAT vs HAS
+99.1%
+130.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.3% |
| 7D | +2.0% | +1.6% | +0.4% | +1.6% |
| 30D | +7.7% | +26.6% | -18.9% | +0.7% |
| 3M | +11.1% | +29.0% | -17.9% | +3.2% |
| 6M | +31.2% | +30.6% | +0.7% | +20.9% |
| YTD | +21.7% | +51.5% | -29.8% | +6.7% |
| 1Y | +19.3% | +58.5% | -39.2% | +3.3% |
| 3Y | +80.6% | +214.1% | -133.5% | +27.8% |
| 5Y | +29.5% | +50.2% | -20.7% | +8.7% |
| All | +229.7% | +99.1% | +130.6% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling